[SciPy-User] Allan Variance

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[SciPy-User] Allan Variance

Daniele Nicolodi
Hello,

does anyone know or have written and is willing to share some code to
compute the Allan variance, modified Allan variance and friends, ideally
both from frequency than from phase data?

I'm writing my own code, it is not that difficult, but I would prefer
the time required for testing and validation doing something more fun.

If there is no available code implementing Allan variance, would it be
interesting to include in in SciPy?

Thank you so much.

Best,
Daniele
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Re: Allan Variance

Neal Becker
Daniele Nicolodi wrote:

> Hello,
>
> does anyone know or have written and is willing to share some code to
> compute the Allan variance, modified Allan variance and friends, ideally
> both from frequency than from phase data?
>
> I'm writing my own code, it is not that difficult, but I would prefer
> the time required for testing and validation doing something more fun.
>
> If there is no available code implementing Allan variance, would it be
> interesting to include in in SciPy?
>
> Thank you so much.
>
> Best,
> Daniele

Do you mean, given phase noise power spectral density?

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Re: Allan Variance

Daniele Nicolodi
On 05/03/2013 13:13, Neal Becker wrote:

> Daniele Nicolodi wrote:
>
>> Hello,
>>
>> does anyone know or have written and is willing to share some code to
>> compute the Allan variance, modified Allan variance and friends, ideally
>> both from frequency than from phase data?
>>
>> I'm writing my own code, it is not that difficult, but I would prefer
>> the time required for testing and validation doing something more fun.
>>
>> If there is no available code implementing Allan variance, would it be
>> interesting to include in in SciPy?
>>
>> Thank you so much.
>>
>> Best,
>> Daniele
>
> Do you mean, given phase noise power spectral density?

I mean given phase or frequency time series.  But also code that
computes Allan variation from power spectral density may come handy for
me in future.

Cheers,
Daniele

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Re: Allan Variance

Neal Becker
Daniele Nicolodi wrote:

> On 05/03/2013 13:13, Neal Becker wrote:
>> Daniele Nicolodi wrote:
>>
>>> Hello,
>>>
>>> does anyone know or have written and is willing to share some code to
>>> compute the Allan variance, modified Allan variance and friends, ideally
>>> both from frequency than from phase data?
>>>
>>> I'm writing my own code, it is not that difficult, but I would prefer
>>> the time required for testing and validation doing something more fun.
>>>
>>> If there is no available code implementing Allan variance, would it be
>>> interesting to include in in SciPy?
>>>
>>> Thank you so much.
>>>
>>> Best,
>>> Daniele
>>
>> Do you mean, given phase noise power spectral density?
>
> I mean given phase or frequency time series.  But also code that
> computes Allan variation from power spectral density may come handy for
> me in future.
>
> Cheers,
> Daniele

I don't have that - but do have code to generate samples of blocks of phase
noise from a given spectral mask.

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Re: Allan Variance

Gergely Imreh
Hey,

I have written such code before for frequency time series, the (not very clean) source code is here:

There are some caveats, though, it's been a while and I remember that one has to be careful how you calculate things if comparing to Allan variance from instruments. I think the first mentioned function is the simple way. The second mentioned function is replicating the calculation of one our instruments in the lab, that uses overlapping time windows, thus the calculation needs to be different too. But it's better if you check.

Probably will still adjust to your need, though.

Cheers,
   Greg


On 5 March 2013 21:29, Neal Becker <[hidden email]> wrote:
Daniele Nicolodi wrote:

> On 05/03/2013 13:13, Neal Becker wrote:
>> Daniele Nicolodi wrote:
>>
>>> Hello,
>>>
>>> does anyone know or have written and is willing to share some code to
>>> compute the Allan variance, modified Allan variance and friends, ideally
>>> both from frequency than from phase data?
>>>
>>> I'm writing my own code, it is not that difficult, but I would prefer
>>> the time required for testing and validation doing something more fun.
>>>
>>> If there is no available code implementing Allan variance, would it be
>>> interesting to include in in SciPy?
>>>
>>> Thank you so much.
>>>
>>> Best,
>>> Daniele
>>
>> Do you mean, given phase noise power spectral density?
>
> I mean given phase or frequency time series.  But also code that
> computes Allan variation from power spectral density may come handy for
> me in future.
>
> Cheers,
> Daniele

I don't have that - but do have code to generate samples of blocks of phase
noise from a given spectral mask.

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Re: Allan Variance

Daniele Nicolodi
In reply to this post by Neal Becker
On 05/03/2013 14:29, Neal Becker wrote:

> Daniele Nicolodi wrote:
>
>> On 05/03/2013 13:13, Neal Becker wrote:
>>> Daniele Nicolodi wrote:
>>>
>>>> Hello,
>>>>
>>>> does anyone know or have written and is willing to share some code to
>>>> compute the Allan variance, modified Allan variance and friends, ideally
>>>> both from frequency than from phase data?
>>>>
>>>> I'm writing my own code, it is not that difficult, but I would prefer
>>>> the time required for testing and validation doing something more fun.
>>>>
>>>> If there is no available code implementing Allan variance, would it be
>>>> interesting to include in in SciPy?
>>>
>>> Do you mean, given phase noise power spectral density?
>>
>> I mean given phase or frequency time series.  But also code that
>> computes Allan variation from power spectral density may come handy for
>> me in future.
>
> I don't have that - but do have code to generate samples of blocks of phase
> noise from a given spectral mask.

Hello,

sorry for the extremely long delay.  I need to do some phase noise
generation, therefore, to do not reinvent the wheel, I would like to
have a look at your code.  Can you share it, please?

Thanks.  Best,
Daniele


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Re: Allan Variance

Neal Becker
Daniele Nicolodi wrote:

> On 05/03/2013 14:29, Neal Becker wrote:
>> Daniele Nicolodi wrote:
>>
>>> On 05/03/2013 13:13, Neal Becker wrote:
>>>> Daniele Nicolodi wrote:
>>>>
>>>>> Hello,
>>>>>
>>>>> does anyone know or have written and is willing to share some code to
>>>>> compute the Allan variance, modified Allan variance and friends, ideally
>>>>> both from frequency than from phase data?
>>>>>
>>>>> I'm writing my own code, it is not that difficult, but I would prefer
>>>>> the time required for testing and validation doing something more fun.
>>>>>
>>>>> If there is no available code implementing Allan variance, would it be
>>>>> interesting to include in in SciPy?
>>>>
>>>> Do you mean, given phase noise power spectral density?
>>>
>>> I mean given phase or frequency time series.  But also code that
>>> computes Allan variation from power spectral density may come handy for
>>> me in future.
>>
>> I don't have that - but do have code to generate samples of blocks of phase
>> noise from a given spectral mask.
>
> Hello,
>
> sorry for the extremely long delay.  I need to do some phase noise
> generation, therefore, to do not reinvent the wheel, I would like to
> have a look at your code.  Can you share it, please?
>
> Thanks.  Best,
> Daniele
Attached.  It is not complete by itself.  I have included almost everything
needed.  I use my own boost::python based wrapper for fftw.  You can substitute
something else - a real inverse fft is used.  pyFFTW could probably be
substituted.
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phase_noise_block.py (3K) Download Attachment
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Re: Allan Variance

Daniele Nicolodi
On 04/02/2014 13:56, Neal Becker wrote:

>>> I don't have that - but do have code to generate samples of blocks of phase
>>> noise from a given spectral mask.
>>
>> Hello,
>>
>> sorry for the extremely long delay.  I need to do some phase noise
>> generation, therefore, to do not reinvent the wheel, I would like to
>> have a look at your code.  Can you share it, please?
>>
>> Thanks.  Best,
>> Daniele
>
> Attached.  It is not complete by itself.  I have included almost everything
> needed.  I use my own boost::python based wrapper for fftw.  You can substitute
> something else - a real inverse fft is used.  pyFFTW could probably be
> substituted.

Thanks Neal!

I'll have a look at it and I'll let you know if I'll have any problems.

Cheers,
Daniele

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